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Pricing Multiple Option Contracts with Monte-Carlo Methods GPU

Research output: Chapter in Book/Report/Conference proceedingConference contributionScientificpeer-review

Details

Original languageEnglish
Title of host publicationProceedings of the High-level programming for heterogeneous and hierarchical parallel systems workshop, in conjunction with the 9th International conference on high-performance and embedded architectures and compilers, HiPEAC Conference, 20-22 January, 2014, Vienna, Austria
Place of PublicationGhent, Belgium
PublisherHiPEAC
Pages1-9
Number of pages9
Publication statusPublished - 2014
Publication typeA4 Article in a conference publication
EventInternational conference on high-performance and embedded architectures and compilers -
Duration: 1 Jan 2014 → …

Publication series

NameInternational conference on high-performance and embedded architectures and compilers

Conference

ConferenceInternational conference on high-performance and embedded architectures and compilers
Period1/01/14 → …